I've had tonnes of great
40k moments. Any time I get in a game with someone who isn't a.... bad person, ends up being a fun time.
The happiest moment for me was actually watching a game my brother was having.
Now my brother is a rather reserved guy. I wouldn't say shy, but not really outgoing. He is self conscious about his painting and playing abilities (we're both in our 20s at the time). Its hard for me to convince him to come play games with me at the
FLGS or local
GW store. Even harder to get him to play against people who aren't close friends of ours. I was always trying to get him to play a few pick up games with other people, mostly so he can get past his initial hesitance, but also, at least in part so that when we both go, I can play someone else without basically having him just watch us instead of having his own fun playing.
So enter the day he finally plays his fist pickup game at our
FLGS. I'm playing my
DW against a necron player (it was a fun game, not important though. I lost if you must know but it was close). My game ends quick, so I watch my brother play this guy. Now we set my brother up to play this guy because he is "new". Well "new" guy lied, and was really a
WAAC power gamer, and rather rude. My brother gets clearly overwhelmed by this guys just rushing things and saying comments like "hurry up", "you should know this and that", "you're such a noob" yadda yadda. My brother is clearly not having fun, and in a flustered state is making mistakes and forgetting stuff, and just going with whatever this guys says.
On turn 2 his
KB charge some random unit, pathfinders I believe. There is also a few other combats happening. And before the fighting happens, I kindly remind him that guys he has with a special rule(can't remember) must issue and accept challenges. We look it up really quick to show his opponent, the whole time his opponent is yammering on, as a bunch of his guys have that. Fast forwards a bit, and a great roll on the boone table(I believe it is called), and bam a
DP hits the table. Now this wouldn't be too bad, except by the end of turn 3 he ends up with 4
DP on the table! It was so much
BS luck. Man, the other guy was rather wrong about having those "useless"
PF on the random guys who kept winning challenges. The 4th one happens and the other guy is going on about how he must be cheating, even though my brother has been rolling a different kinds of dice (including ones handed to him by his opponent) the whole game. There are three other people, including myself, watching the game, all see him fairly roll and get the fourth
DP. The guys hands him dice, and demands he re-roll. The spectators are calling
BS on this, but my brother is still just meh, so goes with it, and rolls it a
DP again. Some random guy just hands him a
DP model to use, as my brother only had 2 with him (no clue where the 3rd one came from). He proceeds to use his casual
CSM list to trounce this double riptide using

.
The game ends. By reflex my brother goes for our traditional end game shake, the guy slaps away his and, packs his models up in a huff, and storms out. The whole way muttering about
BS luck and cheese and blah blah. The place is quite. It was awkward. The kind of silence only caused by watching a grown man throw a tantrum over a game.
Now I turn to my brother, worried because he looked stressed. I'm thinking "oh man, he didn't enjoy himself, how could he, that guy was awful. He wont want to play pickup games here, blah blah". His face looks like it just dropped a 50lb weight and he gets this huge grin. He turns to me and in a hushed tone, "can you believe how bad I just wrecked that guy". I burst out laughing, the other guys join in. All kinds of praise for how well he did under the pressure of that guy, how well he kept his cool, and grats for beating him. He has his hero of the store moment, and makes a few friends. He explains the look on his face was him trying to keep in the excitement of his luck with the
DP rolls, as he didn't want to irk his opponent.
Finally see him come out of his shell, and have a good time, in spite of a poor opponent, was probably the happiest this game have ever made me.
TLDR corny story of watching my brother enjoying the game makes me happy